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The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements

Owain ap Gwilym, Mike Buckle, Andrew D Clare, Stephen H Thomas, Mike Buckle Orcid Logo

The Journal of Derivatives, Volume: 6, Issue: 2, Pages: 7 - 17

Swansea University Author: Mike Buckle Orcid Logo

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DOI (Published version): 10.3905/jod.6.2.7

Published in: The Journal of Derivatives
Published: 1998
URI: https://cronfa.swan.ac.uk/Record/cronfa18177
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first_indexed 2014-07-30T01:30:25Z
last_indexed 2018-02-09T04:52:31Z
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spelling 2014-07-29T19:34:57.5840746 v2 18177 2014-07-29 The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements 756422b319676d1b53856d85363a4ae3 0000-0002-5767-2217 Mike Buckle Mike Buckle true false 2014-07-29 BAF Journal Article The Journal of Derivatives 6 2 7 17 31 12 1998 1998-12-31 10.3905/jod.6.2.7 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2014-07-29T19:34:57.5840746 2014-07-29T19:34:57.5840746 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Owain ap Gwilym 1 Mike Buckle 2 Andrew D Clare 3 Stephen H Thomas 4 Mike Buckle 0000-0002-5767-2217 5
title The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements
spellingShingle The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements
Mike Buckle
title_short The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements
title_full The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements
title_fullStr The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements
title_full_unstemmed The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements
title_sort The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements
author_id_str_mv 756422b319676d1b53856d85363a4ae3
author_id_fullname_str_mv 756422b319676d1b53856d85363a4ae3_***_Mike Buckle
author Mike Buckle
author2 Owain ap Gwilym
Mike Buckle
Andrew D Clare
Stephen H Thomas
Mike Buckle
format Journal article
container_title The Journal of Derivatives
container_volume 6
container_issue 2
container_start_page 7
publishDate 1998
institution Swansea University
doi_str_mv 10.3905/jod.6.2.7
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 1998-12-31T03:21:14Z
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